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First Trust Intermediate Duration Investment Grade...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Inception Date

Aug 1, 2023

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

Expense Ratio

FIIG has an expense ratio of 0.65%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
FIIG vs. GABF
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Performance

Performance Chart


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S&P 500

Returns By Period

First Trust Intermediate Duration Investment Grade Corporate ETF (FIIG) returned 3.03% year-to-date (YTD) and 6.89% over the past 12 months.


FIIG

YTD

3.03%

1M

0.34%

6M

0.95%

1Y

6.89%

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of FIIG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.77%1.85%-0.01%0.05%0.34%3.03%
2024-0.09%-1.75%1.25%-2.26%1.82%0.91%2.19%1.87%1.60%-2.45%1.25%-2.02%2.16%
20231.08%-2.93%-1.53%6.02%4.29%6.83%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 80, FIIG is among the top 20% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FIIG is 8080
Overall Rank
The Sharpe Ratio Rank of FIIG is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of FIIG is 8383
Sortino Ratio Rank
The Omega Ratio Rank of FIIG is 7878
Omega Ratio Rank
The Calmar Ratio Rank of FIIG is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FIIG is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for First Trust Intermediate Duration Investment Grade Corporate ETF (FIIG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

First Trust Intermediate Duration Investment Grade Corporate ETF Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 1.14
  • All Time: 1.02

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of First Trust Intermediate Duration Investment Grade Corporate ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

First Trust Intermediate Duration Investment Grade Corporate ETF provided a 4.52% dividend yield over the last twelve months, with an annual payout of $0.93 per share.


2.00%2.50%3.00%3.50%4.00%4.50%$0.00$0.20$0.40$0.60$0.80$1.0020232024
Dividends
Dividend Yield
PeriodTTM20242023
Dividend$0.93$0.91$0.36

Dividend yield

4.52%4.46%1.72%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Intermediate Duration Investment Grade Corporate ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.08$0.08$0.08$0.08$0.08$0.39
2024$0.07$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.91
2023$0.09$0.09$0.09$0.09$0.36

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Intermediate Duration Investment Grade Corporate ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the First Trust Intermediate Duration Investment Grade Corporate ETF was 5.50%, occurring on Oct 19, 2023. Recovery took 22 trading sessions.

The current First Trust Intermediate Duration Investment Grade Corporate ETF drawdown is 1.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.5%Aug 9, 202351Oct 19, 202322Nov 20, 202373
-5.22%Sep 25, 202475Jan 13, 2025
-3.7%Dec 28, 202375Apr 16, 202441Jun 13, 2024116
-1.38%Jun 26, 20244Jul 1, 20243Jul 5, 20247
-1.23%Aug 5, 20243Aug 7, 20245Aug 14, 20248
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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